Ebook Download Financial Derivatives: Pricing, Applications, and Mathematics
Maret 21, 2017Ebook Download Financial Derivatives: Pricing, Applications, and Mathematics
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Financial Derivatives: Pricing, Applications, and Mathematics
Ebook Download Financial Derivatives: Pricing, Applications, and Mathematics
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Review
"...excellent for industry people and for the new masters programs in quantitative financial modeling and mathematical finance...Excellent, too, is the exposition and the writing style." Darrell Duffie, Stanford Business School"...excellent...it contains the most important ingredients for a successful textbook, viz, clarity and accessibility...it will also be useful to practitioners who need to brush up on underlying concepts." Dr. Sadek Wahba, Morgan Stanley Payne Webber"The book is fundamentally strong because it is both well-informed technically and also focused on the actual matters that matter in the markets." Martin Baxter, Nomura International, London
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Book Description
This book is a graduate level manual on the pricing of financial derivatives. It allows the reader with basic knowledge of finance, calculus, and probability and statistics to understand the most powerful tools in applied finance. The three-fold focus is on equity derivatives, interest rate markets, and the mathematics of pricing. These concepts are applied in turn to the valuation of conventional and more specialized cases such as equity derivatives, government bonds, corporate bonds, swaps, caps, and swaptions.
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Product details
Paperback: 350 pages
Publisher: Cambridge University Press; 1 edition (December 15, 2008)
Language: English
ISBN-10: 0521066794
ISBN-13: 978-0521066792
Product Dimensions:
5.9 x 0.9 x 8.9 inches
Shipping Weight: 1.3 pounds (View shipping rates and policies)
Average Customer Review:
5.0 out of 5 stars
2 customer reviews
Amazon Best Sellers Rank:
#1,153,185 in Books (See Top 100 in Books)
Financial derivatives are the products traded by the financial industry, banks and trading companies; a contract whose payoff depends on the behavior of a benchmark; financial instruments whose value is derived from a number of underlying variables. Examples: futures, options, and swaps ; or other tradable assets, e.g., stocks or commodities; or such non-tradable items such as the temperature (weather derivatives), the unemployment rate, or any kind of (economic) index. Since the industry has undergone a recent explosive growth, so have the number of variety of books covering the subject.The book by Baz & Chacko is useful for readers wanting a mathematical introduction.Covered are mathematical tools, financial valuation, financial models, asset pricing, Black-Scholes.On the math side: Ito's lemma, and a systematic presentation of stochastic differential equations; and dynamical programming.There are other similar books are out there, roughly the same level, and roughly the same emphasis; for example by Willmott-Howison-Dewynne, and by Capinski-Zastawniak.I believe they all serve a very useful purpose. Review by Palle Jorgensen, July 2011.
One of the author, Baz, gave me a copy of this book when it came out and it went to sleep in my library as I was not in a finance mood. I forgot about it until this week as I was stuck on a problem related to risk-neutral pricing and the Girsanov theorem concerning changes in probability measure. I looked at every passage on the the subject until I hit on it. Then I realized that I should have read it before: it is a condensed, but extremely deep , and complete exposition of the subject of theoretical finance.No financial book has the clarity of this text.Other quant books do not have such notions as "pricing kernel" and economic theoretical matters. I would recommend it as a necessary piece of the "quant" toolkit. Every quant should have it as a background tool as the usual quant literature is standalone and devoid of these concepts.
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